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Duluth Holdings Inc. Class B Common Stock DLTH

CONSUMER CYCLICAL · APPAREL RETAIL
i

Market dataready · fetched 2026-11-12T01:00:39.121Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T21:00:00.888267192Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-12T01:00:07.190741+00:00

Share price$3.96
1D+3.7%
AH$3.80$3.87$3.93$4.00$4.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDLTH
Sold putSold callAH

Duluth Holdings Inc. Class B Common Stock options

Live interpolated DLTH call and put midpoint premiums by absolute delta.Duluth Holdings Inc. Class B Common Stock$0.17$0.45$0.72$1.00$1.27$2.89$3.41$3.94$4.46$4.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DLTH spot · $3.96DLTH PRICE$0.21$0.29$0.37$0.45$0.54$0.62$0.70$0.78$0.86$0.95$1.03$1.11$1.19$0.20$0.26$0.32$0.37$0.43$0.49$0.55$0.60$0.66$0.72$0.78$0.83$0.89
PutsExpensive1.96×
CallsExpensive1.63×
SkewBearish+7.80 pp
Implied moveBullish±$1.25
TiltBullish12.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.69112.4%23.6%2.93175.1%31.0%
25Δ4.54116.0%22.1%3.07169.5%29.0%
30Δ4.40119.5%20.6%3.21163.9%26.9%
35Δ4.26123.0%19.1%3.35158.3%24.8%
40Δ4.12126.5%17.6%3.49152.6%22.7%
45Δ3.98130.1%16.1%3.63147.0%20.6%
50Δ3.84133.6%14.6%3.77141.4%18.5%
55Δ3.69137.1%13.1%3.91135.7%16.4%
60Δ3.55140.6%11.5%4.05130.1%14.3%
65Δ3.41144.2%10.0%4.19124.5%12.3%
70Δ3.27147.7%8.5%4.33118.9%10.2%
75Δ3.13151.2%7.0%4.48113.2%8.1%
80Δ2.99154.7%5.5%4.62107.6%6.0%

20Δ

Calls
Pseudo strike
4.69
IV
112.4%
B/E move
23.6%
Puts
Pseudo strike
2.93
IV
175.1%
B/E move
31.0%

25Δ

Calls
Pseudo strike
4.54
IV
116.0%
B/E move
22.1%
Puts
Pseudo strike
3.07
IV
169.5%
B/E move
29.0%

30Δ

Calls
Pseudo strike
4.40
IV
119.5%
B/E move
20.6%
Puts
Pseudo strike
3.21
IV
163.9%
B/E move
26.9%

35Δ

Calls
Pseudo strike
4.26
IV
123.0%
B/E move
19.1%
Puts
Pseudo strike
3.35
IV
158.3%
B/E move
24.8%

40Δ

Calls
Pseudo strike
4.12
IV
126.5%
B/E move
17.6%
Puts
Pseudo strike
3.49
IV
152.6%
B/E move
22.7%

45Δ

Calls
Pseudo strike
3.98
IV
130.1%
B/E move
16.1%
Puts
Pseudo strike
3.63
IV
147.0%
B/E move
20.6%

50Δ

Calls
Pseudo strike
3.84
IV
133.6%
B/E move
14.6%
Puts
Pseudo strike
3.77
IV
141.4%
B/E move
18.5%

55Δ

Calls
Pseudo strike
3.69
IV
137.1%
B/E move
13.1%
Puts
Pseudo strike
3.91
IV
135.7%
B/E move
16.4%

60Δ

Calls
Pseudo strike
3.55
IV
140.6%
B/E move
11.5%
Puts
Pseudo strike
4.05
IV
130.1%
B/E move
14.3%

65Δ

Calls
Pseudo strike
3.41
IV
144.2%
B/E move
10.0%
Puts
Pseudo strike
4.19
IV
124.5%
B/E move
12.3%

70Δ

Calls
Pseudo strike
3.27
IV
147.7%
B/E move
8.5%
Puts
Pseudo strike
4.33
IV
118.9%
B/E move
10.2%

75Δ

Calls
Pseudo strike
3.13
IV
151.2%
B/E move
7.0%
Puts
Pseudo strike
4.48
IV
113.2%
B/E move
8.1%

80Δ

Calls
Pseudo strike
2.99
IV
154.7%
B/E move
5.5%
Puts
Pseudo strike
4.62
IV
107.6%
B/E move
6.0%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations